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GLRY vs. PDP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GLRY vs. PDP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Inspire Faithward Mid Cap Momentum ESG ETF (GLRY) and Invesco Dorsey Wright Momentum ETF (PDP). The values are adjusted to include any dividend payments, if applicable.

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GLRY vs. PDP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
GLRY
Inspire Faithward Mid Cap Momentum ESG ETF
4.52%16.50%16.59%19.58%-22.50%15.97%4.13%
PDP
Invesco Dorsey Wright Momentum ETF
5.92%8.37%26.06%20.88%-24.49%7.72%4.05%

Returns By Period

In the year-to-date period, GLRY achieves a 4.52% return, which is significantly lower than PDP's 5.92% return.


GLRY

1D
0.75%
1M
-5.53%
YTD
4.52%
6M
0.48%
1Y
28.84%
3Y*
16.47%
5Y*
6.42%
10Y*

PDP

1D
2.11%
1M
-4.48%
YTD
5.92%
6M
3.93%
1Y
22.86%
3Y*
17.76%
5Y*
7.65%
10Y*
11.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GLRY vs. PDP - Expense Ratio Comparison

GLRY has a 0.85% expense ratio, which is higher than PDP's 0.62% expense ratio.


Return for Risk

GLRY vs. PDP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GLRY
GLRY Risk / Return Rank: 7575
Overall Rank
GLRY Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
GLRY Sortino Ratio Rank: 7373
Sortino Ratio Rank
GLRY Omega Ratio Rank: 7070
Omega Ratio Rank
GLRY Calmar Ratio Rank: 8585
Calmar Ratio Rank
GLRY Martin Ratio Rank: 7777
Martin Ratio Rank

PDP
PDP Risk / Return Rank: 5656
Overall Rank
PDP Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
PDP Sortino Ratio Rank: 5050
Sortino Ratio Rank
PDP Omega Ratio Rank: 4646
Omega Ratio Rank
PDP Calmar Ratio Rank: 7171
Calmar Ratio Rank
PDP Martin Ratio Rank: 6060
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GLRY vs. PDP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Inspire Faithward Mid Cap Momentum ESG ETF (GLRY) and Invesco Dorsey Wright Momentum ETF (PDP). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


GLRYPDPDifference

Sharpe ratio

Return per unit of total volatility

1.33

0.95

+0.38

Sortino ratio

Return per unit of downside risk

1.91

1.40

+0.51

Omega ratio

Gain probability vs. loss probability

1.27

1.19

+0.08

Calmar ratio

Return relative to maximum drawdown

2.74

1.95

+0.79

Martin ratio

Return relative to average drawdown

8.94

6.34

+2.60

GLRY vs. PDP - Sharpe Ratio Comparison

The current GLRY Sharpe Ratio is 1.33, which is higher than the PDP Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of GLRY and PDP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GLRYPDPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

0.95

+0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.35

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.42

+0.01

Correlation

The correlation between GLRY and PDP is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GLRY vs. PDP - Dividend Comparison

GLRY's dividend yield for the trailing twelve months is around 0.27%, more than PDP's 0.13% yield.


TTM20252024202320222021202020192018201720162015
GLRY
Inspire Faithward Mid Cap Momentum ESG ETF
0.27%0.34%0.52%1.07%1.04%4.00%0.00%0.00%0.00%0.00%0.00%0.00%
PDP
Invesco Dorsey Wright Momentum ETF
0.13%0.17%0.15%0.42%0.45%0.00%0.11%0.25%0.18%0.28%0.81%0.39%

Drawdowns

GLRY vs. PDP - Drawdown Comparison

The maximum GLRY drawdown since its inception was -40.60%, smaller than the maximum PDP drawdown of -59.34%. Use the drawdown chart below to compare losses from any high point for GLRY and PDP.


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Drawdown Indicators


GLRYPDPDifference

Max Drawdown

Largest peak-to-trough decline

-40.60%

-59.34%

+18.74%

Max Drawdown (1Y)

Largest decline over 1 year

-10.93%

-12.04%

+1.11%

Max Drawdown (5Y)

Largest decline over 5 years

-34.63%

-33.91%

-0.72%

Max Drawdown (10Y)

Largest decline over 10 years

-34.70%

Current Drawdown

Current decline from peak

-6.80%

-5.54%

-1.26%

Average Drawdown

Average peak-to-trough decline

-16.50%

-10.69%

-5.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.35%

3.70%

-0.35%

Volatility

GLRY vs. PDP - Volatility Comparison

The current volatility for Inspire Faithward Mid Cap Momentum ESG ETF (GLRY) is 7.42%, while Invesco Dorsey Wright Momentum ETF (PDP) has a volatility of 9.91%. This indicates that GLRY experiences smaller price fluctuations and is considered to be less risky than PDP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLRYPDPDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.42%

9.91%

-2.49%

Volatility (6M)

Calculated over the trailing 6-month period

15.06%

18.70%

-3.64%

Volatility (1Y)

Calculated over the trailing 1-year period

21.76%

24.22%

-2.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.14%

21.94%

-1.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.48%

21.44%

+0.04%